Statistical Learning
Ivy: Instrumental Variable Synthesis for Causal Inference
Kuang, Zhaobin, Sala, Frederic, Sohoni, Nimit, Wu, Sen, Córdova-Palomera, Aldo, Dunnmon, Jared, Priest, James, Ré, Christopher
A popular way to estimate the causal effect of a variable x on y from observational data is to use an instrumental variable (IV): a third variable z that affects y only through x. The more strongly z is associated with x, the more reliable the estimate is, but such strong IVs are difficult to find. Instead, practitioners combine more commonly available IV candidates---which are not necessarily strong, or even valid, IVs---into a single "summary" that is plugged into causal effect estimators in place of an IV. In genetic epidemiology, such approaches are known as allele scores. Allele scores require strong assumptions---independence and validity of all IV candidates---for the resulting estimate to be reliable. To relax these assumptions, we propose Ivy, a new method to combine IV candidates that can handle correlated and invalid IV candidates in a robust manner. Theoretically, we characterize this robustness, its limits, and its impact on the resulting causal estimates. Empirically, Ivy can correctly identify the directionality of known relationships and is robust against false discovery (median effect size <= 0.025) on three real-world datasets with no causal effects, while allele scores return more biased estimates (median effect size >= 0.118).
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A Modified Bayesian Optimization based Hyper-Parameter Tuning Approach for Extreme Gradient Boosting
It is already reported in the literature that the performance of a machine learning algorithm is greatly impacted by performing proper Hyper-Parameter optimization. One of the ways to perform Hyper-Parameter optimization is by manual search but that is time consuming. Some of the common approaches for performing Hyper-Parameter optimization are Grid search Random search and Bayesian optimization using Hyperopt. In this paper, we propose a brand new approach for hyperparameter improvement i.e. Randomized-Hyperopt and then tune the hyperparameters of the XGBoost i.e. the Extreme Gradient Boosting algorithm on ten datasets by applying Random search, Randomized-Hyperopt, Hyperopt and Grid Search. The performances of each of these four techniques were compared by taking both the prediction accuracy and the execution time into consideration. We find that the Randomized-Hyperopt performs better than the other three conventional methods for hyper-paramter optimization of XGBoost.
Exploit Where Optimizer Explores via Residuals
Xu, An, Huo, Zhouyuan, Huang, Heng
To train neural networks faster, many research efforts have been devoted to exploring a better gradient descent trajectory, but few have been put into exploiting the intermediate results. In this work we propose a novel optimization method named (momentum) stochastic gradient descent with residuals (RSGD(m)) to exploit the gradient descent trajectory using proper residual schemes, which leads to a performance boost of both the convergence and generalization. We provide theoretic analysis to show that RSGD can achieve a smaller growth rate of the generalization error and the same convergence rate compared with SGD. Extensive deep learning experimental results of the image classification and word-level language model empirically show that both the convergence and generalization of our RSGD(m) method are improved significantly compared with the existing SGD(m) algorithm.
Machine Learning Based Solutions for Security of Internet of Things (IoT): A Survey
Tahsien, Syeda Manjia, Karimipour, Hadis, Spachos, Petros
Over the last decade, IoT platforms have been developed into a global giant that grabs every aspect of our daily lives by advancing human life with its unaccountable smart services. Because of easy accessibility and fast-growing demand for smart devices and network, IoT is now facing more security challenges than ever before. There are existing security measures that can be applied to protect IoT. However, traditional techniques are not as efficient with the advancement booms as well as different attack types and their severeness. Thus, a strong-dynamically enhanced and up to date security system is required for next-generation IoT system. A huge technological advancement has been noticed in Machine Learning (ML) which has opened many possible research windows to address ongoing and future challenges in IoT. In order to detect attacks and identify abnormal behaviors of smart devices and networks, ML is being utilized as a powerful technology to fulfill this purpose. In this survey paper, the architecture of IoT is discussed, following a comprehensive literature review on ML approaches the importance of security of IoT in terms of different types of possible attacks. Moreover, ML-based potential solutions for IoT security has been presented and future challenges are discussed.
Covariance Estimation for Matrix-valued Data
Zhang, Yichi, Shen, Weining, Kong, Dehan
Covariance estimation for matrix-valued data has received an increasing interest in applications including neuroscience and environmental studies. Unlike previous works that rely heavily on matrix normal distribution assumption and the requirement of fixed matrix size, we propose a class of distribution-free regularized covariance estimation methods for high-dimensional matrix data under a separability condition and a bandable covariance structure. Under these conditions, the original covariance matrix is decomposed into a Kronecker product of two bandable small covariance matrices representing the variability over row and column directions. We formulate a unified framework for estimating the banded and tapering covariance, and introduce an efficient algorithm based on rank one unconstrained Kronecker product approximation. The convergence rates of the proposed estimators are studied and compared to the ones for the usual vector-valued data. We further introduce a class of robust covariance estimators and provide theoretical guarantees to deal with the potential heavy-tailed data. We demonstrate the superior finite-sample performance of our methods using simulations and real applications from an electroencephalography study and a gridded temperature anomalies dataset.
Visual Spoofing in content based spam detection
Sokolov, Mark, Olufowobi, Kehinde, Herndon, Nic
"Subject: Please send money Body: I am so distraught. I thought i could reach out to you to help me out. I came down to United Kingdom for a short vacation unfortunately i was mugged at the park of the hotel i stayed, all cash, credit card and cell phone was stolen from me but luckily for me i still have my passport with me. I've been to the embassy and to the police here but they're not helping issues at all and, my flight leaves in few hours time from now but. I am having problems settling the hotel bills and the hotel manager won't let me leave until i settle my hotel bills. I'm freaked out at the moment." As expected, this email, which definitely seems to be spam, ends up in the junk email folder. However, in this paper we show that visual spoofing achieved by substituting some confusables (characters that look similar) into the above email text will enable the same email to bypass the spam filter. We also propose ways to address this loophole.
Supervised Autoencoders Learn Robust Joint Factor Models of Neural Activity
Talbot, Austin, Dunson, David, Dzirasa, Kafui, Carlson, David
Factor models are routinely used for dimensionality reduction in modeling of correlated, high-dimensional data. We are particularly motivated by neuroscience applications collecting high-dimensional `predictors' corresponding to brain activity in different regions along with behavioral outcomes. Joint factor models for the predictors and outcomes are natural, but maximum likelihood estimates of these models can struggle in practice when there is model misspecification. We propose an alternative inference strategy based on supervised autoencoders; rather than placing a probability distribution on the latent factors, we define them as an unknown function of the high-dimensional predictors. This mapping function, along with the loadings, can be optimized to explain variance in brain activity while simultaneously being predictive of behavior. In practice, the mapping function can range in complexity from linear to more complex forms, such as splines or neural networks, with the usual tradeoff between bias and variance. This approach yields distinct solutions from a maximum likelihood inference strategy, as we demonstrate by deriving analytic solutions for a linear Gaussian factor model. Using synthetic data, we show that this function-based approach is robust against multiple types of misspecification. We then apply this technique to a neuroscience application resulting in substantial gains in predicting behavioral tasks from electrophysiological measurements in multiple factor models.
The Permuted Striped Block Model and its Factorization -- Algorithms with Recovery Guarantees
Murray, Michael, Tanner, Jared
We introduce a novel class of matrices which are defined by the factorization $\textbf{Y} :=\textbf{A}\textbf{X}$, where $\textbf{A}$ is an $m \times n$ wide sparse binary matrix with a fixed number $d$ nonzeros per column and $\textbf{X}$ is an $n \times N$ sparse real matrix whose columns have at most $k$ nonzeros and are $\textit{dissociated}$. Matrices defined by this factorization can be expressed as a sum of $n$ rank one sparse matrices, whose nonzero entries, under the appropriate permutations, form striped blocks - we therefore refer to them as Permuted Striped Block (PSB) matrices. We define the $\textit{PSB data model}$ as a particular distribution over this class of matrices, motivated by its implications for community detection, provable binary dictionary learning with real valued sparse coding, and blind combinatorial compressed sensing. For data matrices drawn from the PSB data model, we provide computationally efficient factorization algorithms which recover the generating factors with high probability from as few as $N =O\left(\frac{n}{k}\log^2(n)\right)$ data vectors, where $k$, $m$ and $n$ scale proportionally. Notably, these algorithms achieve optimal sample complexity up to logarithmic factors.
Adversarial Attacks on Machine Learning Cybersecurity Defences in Industrial Control Systems
Anthi, Eirini, Williams, Lowri, Rhode, Matilda, Burnap, Pete, Wedgbury, Adam
The proliferation and application of machine learning based Intrusion Detection Systems (IDS) have allowed for more flexibility and efficiency in the automated detection of cyber attacks in Industrial Control Systems (ICS). However, the introduction of such IDSs has also created an additional attack vector; the learning models may also be subject to cyber attacks, otherwise referred to as Adversarial Machine Learning (AML). Such attacks may have severe consequences in ICS systems, as adversaries could potentially bypass the IDS. This could lead to delayed attack detection which may result in infrastructure damages, financial loss, and even loss of life. This paper explores how adversarial learning can be used to target supervised models by generating adversarial samples using the Jacobian-based Saliency Map attack and exploring classification behaviours. The analysis also includes the exploration of how such samples can support the robustness of supervised models using adversarial training. An authentic power system dataset was used to support the experiments presented herein. Overall, the classification performance of two widely used classifiers, Random Forest and J48, decreased by 16 and 20 percentage points when adversarial samples were present. Their performances improved following adversarial training, demonstrating their robustness towards such attacks.